+866.8%
NVDX vs ALM
+2,024.4%
-1,157.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +8.8% | -12.7% | -5.1% |
| 7D | +7.3% | +8.4% | -1.1% | +6.1% |
| 30D | -0.9% | +34.8% | -35.8% | -4.8% |
| 3M | +8.4% | +16.2% | -7.8% | +5.5% |
| 6M | +38.2% | +2.1% | +36.0% | +35.2% |
| YTD | +19.3% | +117.0% | -97.8% | +9.8% |
| 1Y | +33.3% | +313.9% | -280.6% | +15.3% |
| All | +866.8% | +2,024.4% | -1,157.7% | +747.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ALM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling